You should call the rom Mac OS ROM (without the .rom extension).I don't know whether the roms that work in shapeshifter will also work with SheepShaver. But I do know that you can download a working rom from the redundant robot site. Search for it.

Does SheepShaverGUI.exe work? If it does you can use that to set the preferences.

Better continue in English, because that way you have a better chance of finding someone here who knows a solution to your problem. I myself know more about OSX hosts. Cat_7 knows more about Windows hosts, but he now is away for a vacation. There are more users here who know more about Windows, though.